It's a known bug that's being fixed in 5.1--supposedly, anyway. These are critters not meant to show up in the battles, but they're doing it anyway and taking up a slot a real battle pet could've been in.

Thus far all I've seen mention made of in the 5.1 patch notes involves the Gazelles, so there's still a question of what they're doing with the Mule Deer, Rams, Jade Tigers, Ancona Chickens, etc.

The most interesting ones of these I've seen are the Ancona Chickens that sometimes fight alongside other pets in Thousand Needles. The first time I saw one I was excited to try for a rare before I saw that it was unable to be captured.

Personally, I'd love to see more like this. Pets normally obtained in another manner showing up as secondaries. Imagine fighting the various whelps and what-not in their respective zones. Perhaps not commonly though. It did get somewhat annoying when the Ancona Chicken was almost exclusively the second pet in Thousand Needles. It's nice to have double or triple odds to find a rare that you need to capture.